+230.8%
CORZ vs KEY
+63.2%
+167.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -2.7% | -8.1% | -8.8% |
| 7D | -21.1% | -2.5% | -18.7% | -19.7% |
| 30D | -31.8% | +4.1% | -35.8% | -33.9% |
| 3M | -47.7% | -8.4% | -39.4% | -44.4% |
| 6M | -48.7% | -2.3% | -46.4% | -48.3% |
| YTD | -21.8% | +4.6% | -26.4% | -25.4% |
| 1Y | -47.8% | +24.6% | -72.4% | -56.6% |
| All | +230.8% | +63.2% | +167.6% | +130.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded KEY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling